Optimal buying at the global minimum in a regime switching model (Q502365)
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scientific article; zbMATH DE number 6670579
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| English | Optimal buying at the global minimum in a regime switching model |
scientific article; zbMATH DE number 6670579 |
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Optimal buying at the global minimum in a regime switching model (English)
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5 January 2017
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regime switching model
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globally minimal price
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optimal stopping
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stochastic recursive algorithm
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asset purchase
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0.8067903518676758
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0.7956088185310364
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0.7872342467308044
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0.7860360741615295
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0.7821221947669983
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